Rmetrics - New Version is available for R 1.9 !!
_____________________________________________________________________ Rmetrics is an environment and a collection of functions which may be useful for teaching "Financial Engineering and Computational Finance". Rmetrics can be used on top of R which is Gnu's S. Rmetrics is a free Open Source Initiative.
_____________________________________________________________________ Download: You can download the four library packages
fBasics - Markets, Basic Statistics, Date and Time Management
fSeries - The Dynamical Process Behind Financial Markets
fExtremes - Beyond the Sample: Dealing with Extreme values
fOptions - The Valuation of Options
in R-binary and R-source form from the site "http://www.rmetrics.org";,
and install the binary "zip" files in the usual way via the menu
button "Packages: Install package(s) from local zip file". For a quick
overview inspect the Index files. Thanks to ITP at ETH Zurich for
hosting the Download site.
_____________________________________________________________________ Support: The response on Rmetrics is overwhelming, and so I have first to apologize, that it is no longer possible to answer each e-mail I received. Sorry about this.
_____________________________________________________________________ Presentation: Rmetrics will be presented at the "useR!" conference in Vienna, May 20-22, 2004.
_____________________________________________________________________ What's next? Some of the topics which will become part of the next version of Rmetrics can be found on the "Documentation" page, follow the links on "xmpR", these are example files which include already a large number of the new functionalities.
_____________________________________________________________________ Feedback: I would be very pleased to get feedback about Rmetrics, it would be helpful for future developments.
Diethelm Wuertz ITP, ETH Zurich
www.rmetrics.org | [EMAIL PROTECTED] www.itp.phys.ethz.ch | [EMAIL PROTECTED]
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